Share price$2.42
1D+3.0%
Sold putSold callAH
Crown Crafts Inc Common Stock CRWS
i
Market datapartial · fetched 2026-10-23T12:37:07.956Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:00.12199446Z
FundamentalsAlpha Vantage · unavailable
Crown Crafts Inc Common Stock options
PutsExpensive2.99×
CallsExpensive1.37×
SkewBearish+93.14 pp
Implied move——
TiltBearish96.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.92 | 98.5% | 63.6% | |||
| 25Δ | 3.52 | 79.1% | 47.2% | |||
| 30Δ | 3.12 | 59.8% | 30.9% | |||
| 35Δ | 2.72 | 40.4% | 14.5% | |||
| 40Δ | ||||||
| 45Δ | 2.57 | 162.0% | 15.9% | |||
| 50Δ | 2.84 | 162.2% | 14.2% | |||
| 55Δ | 3.10 | 162.3% | 12.6% | |||
| 60Δ | 3.36 | 162.5% | 11.0% | |||
| 65Δ | 3.62 | 162.7% | 9.4% | |||
| 70Δ | 3.89 | 162.8% | 7.7% | |||
| 75Δ | 4.15 | 163.0% | 6.1% | |||
| 80Δ | 4.41 | 163.2% | 4.5% | |||
20Δ
- Pseudo strike
- 3.92
- IV
- 98.5%
- B/E move
- 63.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 3.52
- IV
- 79.1%
- B/E move
- 47.2%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 3.12
- IV
- 59.8%
- B/E move
- 30.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 2.72
- IV
- 40.4%
- B/E move
- 14.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.57
- IV
- 162.0%
- B/E move
- 15.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.84
- IV
- 162.2%
- B/E move
- 14.2%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.10
- IV
- 162.3%
- B/E move
- 12.6%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.36
- IV
- 162.5%
- B/E move
- 11.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.62
- IV
- 162.7%
- B/E move
- 9.4%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.89
- IV
- 162.8%
- B/E move
- 7.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.15
- IV
- 163.0%
- B/E move
- 6.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.41
- IV
- 163.2%
- B/E move
- 4.5%
Options history
No recorded observations